Regulatory learning: How to supervise machine learning models? An application to credit scoring

The arrival of Big Data strategies is threatening the latest trends in financial regulation related to the simplification of models and the enhancement of the comparability of approaches chosen by financial institutions. Indeed, the intrinsic dynamic philosophy of Big Data strategies is almost incom...

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Bibliographic Details
Main Authors: Guégan, D. (Author), Hassani, B. (Author)
Format: Article
Language:English
Published: KeAi Communications Co. 2018
Subjects:
AUC
Online Access:View Fulltext in Publisher